-2.3%
FERG vs SCCO
+105.9%
-108.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | -5.3% | +5.2% | +1.1% |
| 30D | -10.2% | +0.9% | -11.1% | -10.5% |
| 3M | -0.6% | +2.4% | -3.0% | -1.9% |
| 6M | -6.5% | -2.4% | -4.2% | -8.0% |
| YTD | +4.2% | +42.4% | -38.3% | -5.9% |
| 1Y | -2.3% | +105.6% | -107.9% | -11.4% |
| All | -2.3% | +105.9% | -108.2% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling